Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.527712 0.589377 0.658501 0.742363 0.842219 0.958425 1.105548
2024-10-13 0.463964 0.542467 0.636594 0.759726 0.919579 1.124572 1.415176
2024-10-20 0.417320 0.505047 0.615813 0.769682 0.984351 1.284075 1.756174
2024-10-27 0.374873 0.465902 0.585580 0.760093 1.018683 1.407582 2.082803
2024-11-03 0.354971 0.452957 0.587126 0.792827 1.117902 1.649020 2.683660
2024-11-10 0.342571 0.448184 0.598548 0.840765 1.249568 1.979351 3.600977
2024-11-17 0.322919 0.430688 0.588866 0.853954 1.326338 2.236640 4.521048
2024-11-24 0.302602 0.410002 0.571655 0.851757 1.374949 2.454985 5.500932
2024-12-01 0.278204 0.380987 0.538366 0.817436 1.356341 2.526117 6.136005
2024-12-08 0.257432 0.355849 0.508837 0.785764 1.336907 2.590437 6.813760
2024-12-15 0.248503 0.348275 0.506888 0.803046 1.420444 2.932681 8.842475
2024-12-22 0.246174 0.350785 0.521689 0.853293 1.586634 3.569183 13.201884
2024-12-29 0.238353 0.344754 0.522945 0.881222 1.719554 4.222673 19.807913
2025-01-05 0.224775 0.328165 0.504032 0.865785 1.744132 4.551300 25.702179
2025-01-12 0.212922 0.313612 0.487443 0.852920 1.773052 4.924063 34.376279
2025-01-19 0.200302 0.296916 0.465517 0.825756 1.757618 5.123671 42.976440
2025-01-26 0.195494 0.293285 0.467451 0.851219 1.897890 6.112593 79.879708
2025-02-02 0.193175 0.293774 0.477158 0.895979 2.113114 7.745309 220.013026
2025-02-09 0.186972 0.286895 0.471878 0.904673 2.218959 8.957851 597.754568
2025-02-16 0.179719 0.277652 0.461105 0.898417 2.273414 9.950694 2028.253456
2025-02-23 0.169741 0.262900 0.438180 0.858949 2.199506 9.938442 3901.866759
2025-03-02 0.160825 0.249693 0.417604 0.823404 2.132869 9.944453 9651.854952
2025-03-09 0.157518 0.246653 0.417594 0.840762 2.270937 11.928305 NaN